One of the stars of the Pleiades, between Alcyone and Electra on one side, and Maia and Taygeta on the other. The name comes from Greek mythology, where Celaeno was one of the seven Pleiades, daughter of the Titan Atlas and the ocean nymph Pleion. Celaeno was also used by the Roman poet Virgil as the name of one of the Harpies, and it's through this association that the name first enters the Cthulhu Mythos.
In an epigraph to "The Dunwich Horror", H. P. Lovecraft quotes a passage from Charles Lamb's "Witches and Other Night-Fears" (1821), which refers to "dire stories of Celaeno and the Harpies", along with "Gorgons, and Hydras, and Chimaeras", as archetypes of terror.
August Derleth took up the name and put it to use in its astronomical sense in the Mythos. In his Trail of Cthulhu series, the fourth planet around the star Celaeno is the site of the Great Library of Celaeno, a vast repository of galactic knowledge. Based on his research at the library, Derleth's protagonist Laban Shrewsbury writes the Celaeno Fragments.